How to remove virus in external drive while having virus in myPC

I'm having a trouble in my computer because of the viruses. I connected my new external drive two days ago to my computer, to back up some of my files. Then when I connected the external drive into my friends laptop to share some mp4 songs, there was a warning pop up message that appeared on her desktop.
It says “Your System Has Been Infected” and there's a list of the viruses then we found Spyware.
It means my computer also have a virus. How can I remove the spyware on my external while my computer also have an anti spyware? I have AVG Antivirus but when I scan my computer, it doesn't detect the spyware. Hope to hear anything from you guys.
Thanks.
